+249.6%
ALAB vs MA
+37.6%
+212.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +13.7% |
| 7D | -5.6% | -0.3% | -5.2% | -5.5% |
| 30D | -36.6% | +11.3% | -47.9% | -36.4% |
| 3M | -35.1% | +16.7% | -51.8% | -35.0% |
| 6M | +8.5% | +32.8% | -24.2% | +7.0% |
| YTD | +30.4% | +15.6% | +14.7% | +34.8% |
| 1Y | +31.0% | +19.6% | +11.5% | +32.8% |
| All | +249.6% | +37.6% | +212.0% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling